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pandas

python

import numpy as np import pandas as pd np.random.seed(123456) np.set_printoptions(precision=4, suppress=True) pd.options.display.max_rows=15

MultiIndex / Advanced Indexing

This section covers indexing with a MultiIndex and more advanced indexing features.

See the Indexing and Selecting Data <indexing> for general indexing documentation.

Warning

Whether a copy or a reference is returned for a setting operation, may depend on the context. This is sometimes called chained assignment and should be avoided. See Returning a View versus Copy <indexing.view_versus_copy>.

See the cookbook<cookbook.selection> for some advanced strategies.

Hierarchical indexing (MultiIndex)

Hierarchical / Multi-level indexing is very exciting as it opens the door to some quite sophisticated data analysis and manipulation, especially for working with higher dimensional data. In essence, it enables you to store and manipulate data with an arbitrary number of dimensions in lower dimensional data structures like Series (1d) and DataFrame (2d).

In this section, we will show what exactly we mean by "hierarchical" indexing and how it integrates with all of the pandas indexing functionality described above and in prior sections. Later, when discussing group by <groupby> and pivoting and reshaping data <reshaping>, we'll show non-trivial applications to illustrate how it aids in structuring data for analysis.

See the cookbook<cookbook.multi_index> for some advanced strategies.

Creating a MultiIndex (hierarchical index) object

The MultiIndex object is the hierarchical analogue of the standard Index object which typically stores the axis labels in pandas objects. You can think of MultiIndex as an array of tuples where each tuple is unique. A MultiIndex can be created from a list of arrays (using MultiIndex.from_arrays), an array of tuples (using MultiIndex.from_tuples), or a crossed set of iterables (using MultiIndex.from_product). The Index constructor will attempt to return a MultiIndex when it is passed a list of tuples. The following examples demonstrate different ways to initialize MultiIndexes.

python

arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],

['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]

tuples = list(zip(*arrays)) tuples

index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second']) index

s = pd.Series(np.random.randn(8), index=index) s

When you want every pairing of the elements in two iterables, it can be easier to use the MultiIndex.from_product function:

python

iterables = [['bar', 'baz', 'foo', 'qux'], ['one', 'two']] pd.MultiIndex.from_product(iterables, names=['first', 'second'])

As a convenience, you can pass a list of arrays directly into Series or DataFrame to construct a MultiIndex automatically:

python

arrays = [np.array(['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux']),

np.array(['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two'])]

s = pd.Series(np.random.randn(8), index=arrays) s df = pd.DataFrame(np.random.randn(8, 4), index=arrays) df

All of the MultiIndex constructors accept a names argument which stores string names for the levels themselves. If no names are provided, None will be assigned:

python

df.index.names

This index can back any axis of a pandas object, and the number of levels of the index is up to you:

python

df = pd.DataFrame(np.random.randn(3, 8), index=['A', 'B', 'C'], columns=index) df pd.DataFrame(np.random.randn(6, 6), index=index[:6], columns=index[:6])

We've "sparsified" the higher levels of the indexes to make the console output a bit easier on the eyes. Note that how the index is displayed can be controlled using the multi_sparse option in pandas.set_options():

python

with pd.option_context('display.multi_sparse', False):

df

It's worth keeping in mind that there's nothing preventing you from using tuples as atomic labels on an axis:

python

pd.Series(np.random.randn(8), index=tuples)

The reason that the MultiIndex matters is that it can allow you to do grouping, selection, and reshaping operations as we will describe below and in subsequent areas of the documentation. As you will see in later sections, you can find yourself working with hierarchically-indexed data without creating a MultiIndex explicitly yourself. However, when loading data from a file, you may wish to generate your own MultiIndex when preparing the data set.

Reconstructing the level labels

The method get_level_values will return a vector of the labels for each location at a particular level:

python

index.get_level_values(0) index.get_level_values('second')

Basic indexing on axis with MultiIndex

One of the important features of hierarchical indexing is that you can select data by a "partial" label identifying a subgroup in the data. Partial selection "drops" levels of the hierarchical index in the result in a completely analogous way to selecting a column in a regular DataFrame:

python

df['bar'] df['bar', 'one'] df['bar']['one'] s['qux']

See Cross-section with hierarchical index <advanced.xs> for how to select on a deeper level.

Defined Levels

The repr of a MultiIndex shows all the defined levels of an index, even if the they are not actually used. When slicing an index, you may notice this. For example:

python

  df.columns # original MultiIndex

df[['foo','qux']].columns # sliced

This is done to avoid a recomputation of the levels in order to make slicing highly performant. If you want to see only the used levels, you can use the MultiIndex.get_level_values method.

python

df[['foo','qux']].columns.values

# for a specific level df[['foo','qux']].columns.get_level_values(0)

To reconstruct the MultiIndex with only the used levels, the remove_unused_levels method may be used.

0.20.0

python

df[['foo','qux']].columns.remove_unused_levels()

Data alignment and using reindex

Operations between differently-indexed objects having MultiIndex on the axes will work as you expect; data alignment will work the same as an Index of tuples:

python

s + s[:-2] s + s[::2]

reindex can be called with another MultiIndex, or even a list or array of tuples:

python

s.reindex(index[:3]) s.reindex([('foo', 'two'), ('bar', 'one'), ('qux', 'one'), ('baz', 'one')])

Advanced indexing with hierarchical index

Syntactically integrating MultiIndex in advanced indexing with .loc is a bit challenging, but we've made every effort to do so. In general, MultiIndex keys take the form of tuples. For example, the following works as you would expect:

python

df = df.T df df.loc[('bar', 'two'),]

Note that df.loc['bar', 'two'] would also work in this example, but this shorthand notation can lead to ambiguity in general.

If you also want to index a specific column with .loc, you must use a tuple like this:

python

df.loc[('bar', 'two'), 'A']

You don't have to specify all levels of the MultiIndex by passing only the first elements of the tuple. For example, you can use "partial" indexing to get all elements with bar in the first level as follows:

df.loc['bar']

This is a shortcut for the slightly more verbose notation df.loc[('bar',),] (equivalent to df.loc['bar',] in this example).

"Partial" slicing also works quite nicely.

python

df.loc['baz':'foo']

You can slice with a 'range' of values, by providing a slice of tuples.

python

df.loc[('baz', 'two'):('qux', 'one')] df.loc[('baz', 'two'):'foo']

Passing a list of labels or tuples works similar to reindexing:

python

df.loc[[('bar', 'two'), ('qux', 'one')]]

Note

It is important to note that tuples and lists are not treated identically in pandas when it comes to indexing. Whereas a tuple is interpreted as one multi-level key, a list is used to specify several keys. Or in other words, tuples go horizontally (traversing levels), lists go vertically (scanning levels).

Importantly, a list of tuples indexes several complete MultiIndex keys, whereas a tuple of lists refer to several values within a level:

python

s = pd.Series([1, 2, 3, 4, 5, 6],

index=pd.MultiIndex.from_product([["A", "B"], ["c", "d", "e"]]))

s.loc[[("A", "c"), ("B", "d")]] # list of tuples s.loc[(["A", "B"], ["c", "d"])] # tuple of lists

Using slicers

You can slice a MultiIndex by providing multiple indexers.

You can provide any of the selectors as if you are indexing by label, see Selection by Label <indexing.label>, including slices, lists of labels, labels, and boolean indexers.

You can use slice(None) to select all the contents of that level. You do not need to specify all the deeper levels, they will be implied as slice(None).

As usual, both sides of the slicers are included as this is label indexing.

Warning

You should specify all axes in the .loc specifier, meaning the indexer for the index and for the columns. There are some ambiguous cases where the passed indexer could be mis-interpreted

  as indexing both axes, rather than into say the MultiIndex for the rows.

You should do this:

df.loc[(slice('A1','A3'),.....), :]

  You should not do this:

 
df.loc[(slice('A1','A3'),.....)]

python

def mklbl(prefix,n):

return ["%s%s" % (prefix,i) for i in range(n)]

miindex = pd.MultiIndex.from_product([mklbl('A',4),

mklbl('B',2), mklbl('C',4), mklbl('D',2)])

micolumns = pd.MultiIndex.from_tuples([('a','foo'),('a','bar'),

('b','foo'),('b','bah')],

names=['lvl0', 'lvl1'])

dfmi = pd.DataFrame(np.arange(len(miindex)*len(micolumns)).reshape((len(miindex),len(micolumns))),

index=miindex, columns=micolumns).sort_index().sort_index(axis=1)

dfmi

Basic multi-index slicing using slices, lists, and labels.

python

dfmi.loc[(slice('A1','A3'), slice(None), ['C1', 'C3']), :]

You can use pandas.IndexSlice to facilitate a more natural syntax using :, rather than using slice(None).

python

idx = pd.IndexSlice dfmi.loc[idx[:, :, ['C1', 'C3']], idx[:, 'foo']]

It is possible to perform quite complicated selections using this method on multiple axes at the same time.

python

dfmi.loc['A1', (slice(None), 'foo')] dfmi.loc[idx[:, :, ['C1', 'C3']], idx[:, 'foo']]

Using a boolean indexer you can provide selection related to the values.

python

mask = dfmi[('a', 'foo')] > 200 dfmi.loc[idx[mask, :, ['C1', 'C3']], idx[:, 'foo']]

You can also specify the axis argument to .loc to interpret the passed slicers on a single axis.

python

dfmi.loc(axis=0)[:, :, ['C1', 'C3']]

Furthermore you can set the values using the following methods.

python

df2 = dfmi.copy() df2.loc(axis=0)[:, :, ['C1', 'C3']] = -10 df2

You can use a right-hand-side of an alignable object as well.

python

df2 = dfmi.copy() df2.loc[idx[:, :, ['C1', 'C3']], :] = df2 * 1000 df2

Cross-section

The xs method of DataFrame additionally takes a level argument to make selecting data at a particular level of a MultiIndex easier.

python

df df.xs('one', level='second')

python

# using the slicers df.loc[(slice(None),'one'),:]

You can also select on the columns with ~pandas.MultiIndex.xs, by providing the axis argument.

python

df = df.T df.xs('one', level='second', axis=1)

python

# using the slicers df.loc[:,(slice(None),'one')]

~pandas.MultiIndex.xs also allows selection with multiple keys.

python

df.xs(('one', 'bar'), level=('second', 'first'), axis=1)

python

# using the slicers df.loc[:,('bar','one')]

You can pass drop_level=False to ~pandas.MultiIndex.xs to retain the level that was selected.

python

df.xs('one', level='second', axis=1, drop_level=False)

Compare the above with the result using drop_level=True (the default value).

python

df.xs('one', level='second', axis=1, drop_level=True)

python

df = df.T

Advanced reindexing and alignment

The parameter level has been added to the reindex and align methods of pandas objects. This is useful to broadcast values across a level. For instance:

python

midx = pd.MultiIndex(levels=[['zero', 'one'], ['x','y']],

labels=[[1,1,0,0],[1,0,1,0]])

df = pd.DataFrame(np.random.randn(4,2), index=midx) df df2 = df.mean(level=0) df2 df2.reindex(df.index, level=0)

# aligning df_aligned, df2_aligned = df.align(df2, level=0) df_aligned df2_aligned

Swapping levels with ~pandas.MultiIndex.swaplevel

The swaplevel function can switch the order of two levels:

python

df[:5] df[:5].swaplevel(0, 1, axis=0)

Reordering levels with ~pandas.MultiIndex.reorder_levels

The reorder_levels function generalizes the swaplevel function, allowing you to permute the hierarchical index levels in one step:

python

df[:5].reorder_levels([1,0], axis=0)

Sorting a ~pandas.MultiIndex

For MultiIndex-ed objects to be indexed and sliced effectively, they need to be sorted. As with any index, you can use sort_index.

python

import random; random.shuffle(tuples) s = pd.Series(np.random.randn(8), index=pd.MultiIndex.from_tuples(tuples)) s s.sort_index() s.sort_index(level=0) s.sort_index(level=1)

You may also pass a level name to sort_index if the MultiIndex levels are named.

python

s.index.set_names(['L1', 'L2'], inplace=True) s.sort_index(level='L1') s.sort_index(level='L2')

On higher dimensional objects, you can sort any of the other axes by level if they have a MultiIndex:

python

df.T.sort_index(level=1, axis=1)

Indexing will work even if the data are not sorted, but will be rather inefficient (and show a PerformanceWarning). It will also return a copy of the data rather than a view:

python

dfm = pd.DataFrame({'jim': [0, 0, 1, 1],

'joe': ['x', 'x', 'z', 'y'], 'jolie': np.random.rand(4)})

dfm = dfm.set_index(['jim', 'joe']) dfm

In [4]: dfm.loc[(1, 'z')]
PerformanceWarning: indexing past lexsort depth may impact performance.

Out[4]:
           jolie
jim joe
1   z    0.64094

Furthermore if you try to index something that is not fully lexsorted, this can raise:

In [5]: dfm.loc[(0,'y'):(1, 'z')]
UnsortedIndexError: 'Key length (2) was greater than MultiIndex lexsort depth (1)'

The is_lexsorted() method on an Index show if the index is sorted, and the lexsort_depth property returns the sort depth:

python

dfm.index.is_lexsorted() dfm.index.lexsort_depth

python

dfm = dfm.sort_index() dfm dfm.index.is_lexsorted() dfm.index.lexsort_depth

And now selection works as expected.

python

dfm.loc[(0,'y'):(1, 'z')]

Take Methods

Similar to NumPy ndarrays, pandas Index, Series, and DataFrame also provides the take method that retrieves elements along a given axis at the given indices. The given indices must be either a list or an ndarray of integer index positions. take will also accept negative integers as relative positions to the end of the object.

python

index = pd.Index(np.random.randint(0, 1000, 10)) index

positions = [0, 9, 3]

index[positions] index.take(positions)

ser = pd.Series(np.random.randn(10))

ser.iloc[positions] ser.take(positions)

For DataFrames, the given indices should be a 1d list or ndarray that specifies row or column positions.

python

frm = pd.DataFrame(np.random.randn(5, 3))

frm.take([1, 4, 3])

frm.take([0, 2], axis=1)

It is important to note that the take method on pandas objects are not intended to work on boolean indices and may return unexpected results.

python

arr = np.random.randn(10) arr.take([False, False, True, True]) arr[[0, 1]]

ser = pd.Series(np.random.randn(10)) ser.take([False, False, True, True]) ser.iloc[[0, 1]]

Finally, as a small note on performance, because the take method handles a narrower range of inputs, it can offer performance that is a good deal faster than fancy indexing.

arr = np.random.randn(10000, 5) indexer = np.arange(10000) random.shuffle(indexer)

timeit arr[indexer] timeit arr.take(indexer, axis=0)

ser = pd.Series(arr[:, 0]) timeit ser.iloc[indexer] timeit ser.take(indexer)

Index Types

We have discussed MultiIndex in the previous sections pretty extensively. DatetimeIndex and PeriodIndex are shown here <timeseries.overview>, and information about TimedeltaIndex is found :ref:`here <timedeltas.timedeltas>.

In the following sub-sections we will highlight some other index types.

CategoricalIndex

CategoricalIndex is a type of index that is useful for supporting indexing with duplicates. This is a container around a Categorical and allows efficient indexing and storage of an index with a large number of duplicated elements.

python

from pandas.api.types import CategoricalDtype

df = pd.DataFrame({'A': np.arange(6),

'B': list('aabbca')})

df['B'] = df['B'].astype(CategoricalDtype(list('cab'))) df df.dtypes df.B.cat.categories

Setting the index will create a CategoricalIndex.

python

df2 = df.set_index('B') df2.index

Indexing with __getitem__/.iloc/.loc works similarly to an Index with duplicates. The indexers must be in the category or the operation will raise a KeyError.

python

df2.loc['a']

The CategoricalIndex is preserved after indexing:

python

df2.loc['a'].index

Sorting the index will sort by the order of the categories (recall that we created the index with CategoricalDtype(list('cab')), so the sorted order is cab).

python

df2.sort_index()

Groupby operations on the index will preserve the index nature as well.

python

df2.groupby(level=0).sum() df2.groupby(level=0).sum().index

Reindexing operations will return a resulting index based on the type of the passed indexer. Passing a list will return a plain-old Index; indexing with a Categorical will return a CategoricalIndex, indexed according to the categories of the passed Categorical dtype. This allows one to arbitrarily index these even with values not in the categories, similarly to how you can reindex any pandas index.

Warning

Reshaping and Comparison operations on a CategoricalIndex must have the same categories or a TypeError will be raised.

In [9]: df3 = pd.DataFrame({'A' : np.arange(6),
                            'B' : pd.Series(list('aabbca')).astype('category')})

In [11]: df3 = df3.set_index('B')

In [11]: df3.index
Out[11]: CategoricalIndex([u'a', u'a', u'b', u'b', u'c', u'a'], categories=[u'a', u'b', u'c'], ordered=False, name=u'B', dtype='category')

In [12]: pd.concat([df2, df3]
TypeError: categories must match existing categories when appending

Int64Index and RangeIndex

Warning

Indexing on an integer-based Index with floats has been clarified in 0.18.0, for a summary of the changes, see here <whatsnew_0180.float_indexers>.

Int64Index is a fundamental basic index in pandas. This is an Immutable array implementing an ordered, sliceable set. Prior to 0.18.0, the Int64Index would provide the default index for all NDFrame objects.

RangeIndex is a sub-class of Int64Index added in version 0.18.0, now providing the default index for all NDFrame objects. RangeIndex is an optimized version of Int64Index that can represent a monotonic ordered set. These are analogous to Python range types.

Float64Index

By default a Float64Index will be automatically created when passing floating, or mixed-integer-floating values in index creation. This enables a pure label-based slicing paradigm that makes [],ix,loc for scalar indexing and slicing work exactly the same.

python

indexf = pd.Index([1.5, 2, 3, 4.5, 5]) indexf sf = pd.Series(range(5), index=indexf) sf

Scalar selection for [],.loc will always be label based. An integer will match an equal float index (e.g. 3 is equivalent to 3.0).

python

sf[3] sf[3.0] sf.loc[3] sf.loc[3.0]

The only positional indexing is via iloc.

python

sf.iloc[3]

A scalar index that is not found will raise a KeyError. Slicing is primarily on the values of the index when using [],ix,loc, and always positional when using iloc. The exception is when the slice is boolean, in which case it will always be positional.

python

sf[2:4] sf.loc[2:4] sf.iloc[2:4]

In float indexes, slicing using floats is allowed.

python

sf[2.1:4.6] sf.loc[2.1:4.6]

In non-float indexes, slicing using floats will raise a TypeError.

In [1]: pd.Series(range(5))[3.5]
TypeError: the label [3.5] is not a proper indexer for this index type (Int64Index)

In [1]: pd.Series(range(5))[3.5:4.5]
TypeError: the slice start [3.5] is not a proper indexer for this index type (Int64Index)

Warning

Using a scalar float indexer for .iloc has been removed in 0.18.0, so the following will raise a TypeError:

In [3]: pd.Series(range(5)).iloc[3.0]
TypeError: cannot do positional indexing on <class 'pandas.indexes.range.RangeIndex'> with these indexers [3.0] of <type 'float'>

Here is a typical use-case for using this type of indexing. Imagine that you have a somewhat irregular timedelta-like indexing scheme, but the data is recorded as floats. This could for example be millisecond offsets.

python

dfir = pd.concat([pd.DataFrame(np.random.randn(5,2),

index=np.arange(5) * 250.0, columns=list('AB')),

pd.DataFrame(np.random.randn(6,2),

index=np.arange(4,10) * 250.1, columns=list('AB'))])

dfir

Selection operations then will always work on a value basis, for all selection operators.

python

dfir[0:1000.4] dfir.loc[0:1001,'A'] dfir.loc[1000.4]

You could retrieve the first 1 second (1000 ms) of data as such:

python

dfir[0:1000]

If you need integer based selection, you should use iloc:

python

dfir.iloc[0:5]

IntervalIndex

0.20.0

IntervalIndex together with its own dtype, interval as well as the Interval scalar type, allow first-class support in pandas for interval notation.

The IntervalIndex allows some unique indexing and is also used as a return type for the categories in cut and qcut.

Warning

These indexing behaviors are provisional and may change in a future version of pandas.

An IntervalIndex can be used in Series and in DataFrame as the index.

python

df = pd.DataFrame({'A': [1, 2, 3, 4]},

index=pd.IntervalIndex.from_breaks([0, 1, 2, 3, 4]))

df

Label based indexing via .loc along the edges of an interval works as you would expect, selecting that particular interval.

python

df.loc[2] df.loc[[2, 3]]

If you select a label contained within an interval, this will also select the interval.

python

df.loc[2.5] df.loc[[2.5, 3.5]]

Interval and IntervalIndex are used by cut and qcut:

python

c = pd.cut(range(4), bins=2) c c.categories

Furthermore, IntervalIndex allows one to bin other data with these same bins, with NaN representing a missing value similar to other dtypes.

python

pd.cut([0, 3, 5, 1], bins=c.categories)

Miscellaneous indexing FAQ

Integer indexing

Label-based indexing with integer axis labels is a thorny topic. It has been discussed heavily on mailing lists and among various members of the scientific Python community. In pandas, our general viewpoint is that labels matter more than integer locations. Therefore, with an integer axis index only label-based indexing is possible with the standard tools like .loc. The following code will generate exceptions:

s = pd.Series(range(5))
s[-1]
df = pd.DataFrame(np.random.randn(5, 4))
df
df.loc[-2:]

This deliberate decision was made to prevent ambiguities and subtle bugs (many users reported finding bugs when the API change was made to stop "falling back" on position-based indexing).

Non-monotonic indexes require exact matches

If the index of a Series or DataFrame is monotonically increasing or decreasing, then the bounds of a label-based slice can be outside the range of the index, much like slice indexing a normal Python list. Monotonicity of an index can be tested with the is_monotonic_increasing and is_monotonic_decreasing attributes.

python

df = pd.DataFrame(index=[2,3,3,4,5], columns=['data'], data=list(range(5))) df.index.is_monotonic_increasing

# no rows 0 or 1, but still returns rows 2, 3 (both of them), and 4: df.loc[0:4, :]

# slice is are outside the index, so empty DataFrame is returned df.loc[13:15, :]

On the other hand, if the index is not monotonic, then both slice bounds must be unique members of the index.

python

df = pd.DataFrame(index=[2,3,1,4,3,5], columns=['data'], data=list(range(6))) df.index.is_monotonic_increasing

# OK because 2 and 4 are in the index df.loc[2:4, :]

# 0 is not in the index
In [9]: df.loc[0:4, :]
KeyError: 0

# 3 is not a unique label
In [11]: df.loc[2:3, :]
KeyError: 'Cannot get right slice bound for non-unique label: 3'

Index.is_monotonic_increasing and Index.is_monotonic_decreasing only check that an index is weakly monotonic. To check for strict montonicity, you can combine one of those with Index.is_unique

python

weakly_monotonic = pd.Index(['a', 'b', 'c', 'c']) weakly_monotonic weakly_monotonic.is_monotonic_increasing weakly_monotonic.is_monotonic_increasing & weakly_monotonic.is_unique

Endpoints are inclusive

Compared with standard Python sequence slicing in which the slice endpoint is not inclusive, label-based slicing in pandas is inclusive. The primary reason for this is that it is often not possible to easily determine the "successor" or next element after a particular label in an index. For example, consider the following Series:

python

s = pd.Series(np.random.randn(6), index=list('abcdef')) s

Suppose we wished to slice from c to e, using integers this would be accomplished as such:

python

s[2:5]

However, if you only had c and e, determining the next element in the index can be somewhat complicated. For example, the following does not work:

s.loc['c':'e'+1]

A very common use case is to limit a time series to start and end at two specific dates. To enable this, we made the design to make label-based slicing include both endpoints:

python

s.loc['c':'e']

This is most definitely a "practicality beats purity" sort of thing, but it is something to watch out for if you expect label-based slicing to behave exactly in the way that standard Python integer slicing works.

Indexing potentially changes underlying Series dtype

The different indexing operation can potentially change the dtype of a Series.

python

series1 = pd.Series([1, 2, 3]) series1.dtype res = series1.reindex([0, 4]) res.dtype res

python

series2 = pd.Series([True]) series2.dtype res = series2.reindex_like(series1) res.dtype res

This is because the (re)indexing operations above silently inserts NaNs and the dtype changes accordingly. This can cause some issues when using numpy ufuncs such as numpy.logical_and.

See the this old issue for a more detailed discussion.